For the research topics, there are many options. Please discuss your ideas with me. The research may be original research or it may be reading a few papers or part of a book and reporting on that, or some combination of those. I am thinking that the permissable research topics fall into three categories: (i) asymptotics for queueing systems, (ii) another topic on queueing systems, or (iii) stochastic-process limits for some other kind of stochastic model. That is, it should involve either queueing systems or asymptotic methods for stochastic systems.

Here are some suggested topics, with one or two candidate references. These are only intended to be illustrative. There are many other good queueing topics.

Queueing Systems

1. Queueing in healthcare

   • Providing Timely Access to Medical Care: A Queueing Model, by Linda Green and Sergei Savin, Columbia University. Under review for Operations Research.

   • A Queueing Model for Nurse Staffing, by Linda Green and Natalia Yankovic, Columbia University, DRO. Under review for Operations Research.

   • Services Research in Hospitals, or the multi-disciplinary science of patients care, The OCR Project (IBM, Rambom, Technion), invited for The Journal of Service Research, June 2009. by Avi Mandelbaum and others.

   • Modeling the Emergency Cardiac In-Patient Flow: An Application of Queueing Theory, by Arnoud de Bruin, Ger Koole, Bert van Rossum, and Marieke Visser. Health Care Management Science 10 (2007) 125-137.

   • Time-Dependent Analysis for Refused Admissions in Clinical Wards. by R. Bekker and A.M. de Bruin. Annals of Operations Research, forthcoming.

   • Dimensioning Hospital Wards Using the Erlang Loss Model. by A.M. de Bruin, R. Bekker, G. Koole and L. van Zanten. Annals of Operations Research,, forthcoming.

2. Queueing in finance
   • A Stochastic Model for Order Book Dynamics, by Rama Cont, Sasha Stoikov and Rishi Talreja, Columbia University. Forthcoming in Operations Research.

3. Empirical/Statistical studies in queueing

   • Statistical Analysis of a Telephone Call Center: A Queueing-Science Perspective, by Larry Brown, Noah Gans, Avishai Mandelbaum, A. Sakov, Sergei Zeltyn, Linda Zhao and Haipeng Shen. Journal of the American Statistical Association, 100 (2005) 36-50.

   • Forecasting Time Series of Inhomogeneous Poisson Processes with Applications to Call Center Workforce Management, by Haipeng Shen and Jianhua Z. Huang. The Annals of Applied Statistics, 2 (2008) 601-623.

   • Asymptotic Inference for Waiting Times and Patiences in Queues with Abandonment, by Anders Gorst-Rasmussen and Martin B. Hansen, Communications in Statistics - Simulation and Computation, 38 (2009) 318 - 334. article online

   • Forecast Errors in Service Systems, by S. Steckley, S. Henderson and V. Mehrotra, Probability in the Engineering and Information Science, 23 (2009) 305-332.

4. Behavioral or psychological issues in queueing

   • Adaptive Behavior of Impatient Customers in Tele-Queues: Theory and Empirical Support. by E. Zohar, Avishai Mandelbaum and Nahum Shimkin. Management Science, 48 (2002) 566-583.

   • The Impact of Delay Announcements in Many-Server Queues with Abandonment., by Mor Armony, Nahum Shimkin and Ward Whitt. Operations Research, 57 (2009) 66-81.

   • Value-Based Routing and Preference-Based Routing in Customer Contact Centers, by Michael Sisselman and Ward Whitt. Production and Operations Management, 16 (2007) 277-291.

   • Perspectives on Queues: Combining Queues is Not Always Beneficial, by Michael Rothkopf and Paul Rech. Operations Research, 35 (1987) 906-909.

5. Delay announcements queueing systems

   • Real-Time Delay Estimation Based on Delay History, by Rouba Ibrahim and Ward Whitt, Manufacturing and Service Operations Management, 11 (2009) 397-415.

   • The Impact of Delaying Delay Announcements, by Gad Alon and Achal Bassamboo, kellogg, Northwestern, 2008.

6. Stochastic comparisons of queueing systems

   • Comparison Methods for Stochastic Models and Risks, by A. Muller and D. Stoyan, Wiley, 2002.

   • Resource Sharing for Efficiency in Traffic Systems, by Donald R. (Bob) Smith and Ward Whitt, The Bell System Technical Journalz, 60 (1981) 39-55.

   • Comparing Counting Processes and Queues, by Ward Whitt, Advances in Applied Probability, 13 (1981) 207-220.

7. Applications of numerical transform inversion to queueing systems

   • An Introduction to Numerical Transform Inversion and its Application to Probability Models, by J. Abate, G. L. Choudhry and W. Whitt, in Computational Probability, W. Grassman (ed.), Kluwer, Boston, 1999, pp. 257-323

8. Matrix-analytic approaches to queueing models.

   • Matrix-Geometric Solutions in Stochastic Models, by Marcel Neuts, The Johns Hopkins University Press, Baltimore, 1982.

   • Structured Stochastic Matrices of M/G/1 Type and their Applications, by Marcel Neuts, Marcel Dekker, New York, 1989

   • Introduction to Matrix-Analytic Methods in Stochastic Modeling, by Guy Latouche and V. Ramaswami, SIAM, Philadelphia, 1999.

9. Queues with time-varying arrival rates.

   • What You Should Know About Queueing Models to Set Staffing Requirements in Service Systems. Naval Research Logistics, by Ward Whitt, 54 (2007) 476-484.

   • Coping with Time-Varying Demand when Setting Staffing Requirements for a Service System, by Linda V. Green, Peter Kolesar and Ward Whitt, Production and Operations Management (POMS), 16 (2007) 13-39.

   • Stabilizing Customer Abandonment in Many-Server Queues with Time-Varying Arrivals, by Yunan Liu and Ward Whitt, 2009. Submitted to Operations Research.

Asymptotic Methods in Queueing

1. For examples, see my book and the list of research papers on the link from the main course web page.